+32.7%
ORCL vs ALB
-34.0%
+66.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +3.8% |
| 7D | +5.3% | -8.1% | +13.3% | +6.5% |
| 30D | +10.0% | +6.3% | +3.7% | +8.7% |
| 3M | -32.6% | -23.6% | -9.0% | -30.0% |
| 6M | +4.9% | -24.6% | +29.5% | +8.8% |
| YTD | -17.8% | -10.3% | -7.5% | -17.2% |
| 1Y | -28.0% | +61.5% | -89.4% | -33.8% |
| All | +32.7% | -34.0% | +66.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling